How do I get images named sequentially when using the 'Frame step' render option?
I can think of two techniques:

1) Create a second scene using the VSE to add a Scene strip and then apply a Speed Control modifier to make the scene run double speed.

2) use a shell script to make symlinks like

i=1

S=/var/tmp/blender/knot-hop

D=$S/sequence

mkdir $D

for f in $S/scene1/*.png $S/scene2/*.png $S/scene3/*.png; do
    o=$D/$(printf %04d $i).png
    [ -e $o ] &amp;&amp; rm $o
    ln -s $f $o
    i=`expr $i + 1`
done

# make sure we don't have any stale files left over
o=$D/$(printf %04d $i).png
rm -f $o